Two Properties of Ancillary Statistics

  • Published : 1988.12.01

Abstract

Two properties of ancillary statistics are considered. One is to find a role of ancillary statistics in the statistical inference by showing that the ancillary statistic can recover the lost information and to give a criteria for comparing the conditional inference with unconditional inference. The other is to find an ancillary statistic of translation model and its relationship with observed Fisher information.

Keywords